UFget is a MATLAB interface to 1840 sparse matrices (as of Dec 2006) for a wide range of applications, in the UF sparse matrix collection.
Problem = UFget ('HB/arc130'), for example, downloads the matrix of that name. An index is available, making it simple to write an M-file that (for example), downloads all symmetric positive definite matrices one at a time, sorted by the number of nonzeros in the Cholesky factorization after a minimum degree (AMD) ordering.
UFweb ('HB/arc130') opens the web page for the same matrix.
NOTE: tested on 32-bit and 64-bit Linux, and 32bit Windows. Untested on Windows64; if you try it there, please let me know how it works. It should be fine.
MATLAB 7.0 or later is required because of the MAT-file format the matrices are stored in.